✦ LIBER ✦

Iron ore spot price volatility and change in forward pricing mechanism

✍ Scribed by Ma, Yiqun

Book ID: 121334947
Publisher: Elsevier Science
Year: 2013
Tongue: English
Weight: 392 KB
Volume: 38
Category: Article
ISSN: 0301-4207
DOI: 10.1016/j.resourpol.2013.10.002

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Over-the-counter forward contracts and s

Over-the-counter forward contracts and spot price volatility in shipping

✍ Manolis G. Kavussanos; Ilias D. Visvikis; Roy A. Batchelor 📂 Article 📅 2004 🏛 Elsevier Science 🌐 English ⚖ 395 KB

The effect of a change in pricing regime

The effect of a change in pricing regime on iron ore prices

✍ Wårell, Linda 📂 Article 📅 2014 🏛 Elsevier Science 🌐 English ⚖ 344 KB

Forecasting spot and forward prices in t

Forecasting spot and forward prices in the international freight market

✍ Roy Batchelor; Amir Alizadeh; Ilias Visvikis 📂 Article 📅 2007 🏛 Elsevier Science 🌐 English ⚖ 562 KB

Modelling price and volatility inter-rel

Modelling price and volatility inter-relationships in the Australian wholesale spot electricity markets

✍ Helen Higgs 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 519 KB

Interventions in the Yen–dollar spot mar

Interventions in the Yen–dollar spot market: A story of price, volatility and volume

✍ Suk-Joong Kim; Jeffrey Sheen 📂 Article 📅 2006 🏛 Elsevier Science 🌐 English ⚖ 396 KB

Long-term memory and volatility clusteri

Long-term memory and volatility clustering in high-frequency price changes

✍ Gabjin oh; Seunghwan Kim; Cheoljun Eom 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 886 KB

We studied the long-term memory in diverse stock market indices and foreign exchange rates using Detrended Fluctuation Analysis (DFA). For all high-frequency market data studied, no significant long-term memory property was detected in the return series, while a strong long-term memory property was